I was on allesse for one month and changed to lutera but nine day in my nipples were alway hard?

so i was getting bad headaches as well and so i could not stand it so i stopped taking on the nineth pill.. and then my period was late i got it on day 36 but it was really red like bleeding and not like period where it runs.. and til this day i still have hard nipples and a light shade of brown so i've taken a bunch of hpt and all are negative..